Home: Part-I | Home: Part-II | Home: Part-III | Home: Part-IV | Home: BSc | Home: MSc | Curriculum: Current | Curriculum: Archive

*
***************

B. Stat. – 205
Real Analysis
Full marks –
(Examination 80, Tutorial/Terminal 15, and Attendance 5)
Number of Lectures – Minimum 60
(Duration of Examination: 4 Hours)

 

Aim of the course
To provide a continuation of the study of introductory Real Analysis started in B.Stst-105. With emphasis on the transition from one to several variables and from real-valued to vector-valued functions. The course is designed to fill the gaps left in the development of calculus as it is usually presented in and elementary course. And to provide the background required for insight into more advanced level in pure and applied mathematics.
Objectives of the Course
On successful completion of the course, a student should be able to understand.
 » different classes of sets;
  » sequence of real numbers, its properties;
  » series of real numbers, its convergence and different tests of convergence of a series;
  » the differential calculus of vector-valued functions of several variables, differential of a vector-valued function as a linear transformation;
  » Riemann integration;
  » integral calculus of real-valued functions of several variables and multiple integrals;
Learning Outcomes
At the end of this course, the students will be able to know
  » open set, compact set, monotonocity and additive class of sets;
  » sequence and series of real numbers, their convergence properties;
  » differential calculus for function of several variables and their application in optimization;
  » Riemann integration, its existence and applications;
  » multiple integrals.

*********

Course Contents
Set and Metric Space: Open set, Dense Set, Countability, Compact and connected sets, Monotonic class of sets, Additive class of sets, Metric space, continuous functions of metric spaces, Application of metric spaces in statistics.
Sequences: Introduction to sequences, monotonic sequence, bounded sequence, convergence sequence, properties of sequence, Cauchy’s sequence.
Series: Introduction, Convergence principle, Convergence and absolute convergence of series, Cauchy’s convergence, Comparison test,  Ratio test, Root test, Integral test, Abel’s Lemma, Dirichlet’s test, Abel’s test for conditional convergent power series, Rearrangement of absolute convergent series, Multiplication of absolutely convergent series.
Vector Valued functions of several variables: Introduction, Linear transformation and matrices, Continuity and differentiability of transformations, The inverse function theorem, The implicit function theorem.
Vectorization and Matrix Differentiation: Definition, Function of matrices, Differentiation of different types of matrix functions with respect to vector and matrix, Differentiation of quadratic form.
Riemann Integral: Introduction, Geometrical interpretation, The existence of the Riemann integral of a continuous function, Simple properties, First and second mean value theorem, Convergence and absolutely convergence of improper and infinite integrals, Term by term integration and differentiation.
Multiple Integral: Double integral, Triple integral, Line and surface integral.
Main Books Recommended
1)
Parzynoski and Zipse (1987): Introduction to Mathematical Analysis, McGraw Hill, N.Y.
2)
Spiegel, M. R. (1974): Advanced Calculus, Schaum’s Outline Series, McGraw-Hill, N.Y.
3)
Trench, W. F. ((2012): Introduction to Real Analysis. [Solution]
References:
4)
Apostol, T. (1992): Mathematical Analysis, McGraw Hill, N.Y.
5)
Binmore,G.H. (1965): Foundation of Analysis, Books I & II, London [Brannan]
6)
Burkill, J.C. (1962): A First Course in Mathematical Analysis, C.U.P., London
7)
Courant, H. (1988): Differential and Integral Calculus, Vol. II & III, Blackie.
8)
Hardy, G.H. (1983): A First Course in Pure Mathematics. C.U.P., London [Ralston]
9)
Rudin, W (1976): Real Analysis, Academic Press, N.Y.